The opening theme song asks the musical question that has been addressed many times regarding the location of Sesame Street. While it's established that the famous street is in New York City, the actual location of the street has been hinted at, but never confirmed. Directions to this neighborhood have long been vague, though the question has been asked many times (in Follow That Bird, while the New York location is clear, non-residents, from Miss Finch to helpful kids trying to reach the locals, must ask the age old question).